+348.0%
SPGI vs HWM
+1,165.4%
-817.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | +0.3% | +3.3% | -3.0% | -0.7% |
| 30D | +18.4% | -7.6% | +26.0% | +20.0% |
| 3M | +15.7% | -28.9% | +44.6% | +24.3% |
| 6M | +17.3% | -19.7% | +36.9% | +22.0% |
| YTD | -4.7% | +0.5% | -5.3% | -6.8% |
| 1Y | +1.8% | +0.3% | +1.6% | -0.5% |
| 3Y | +31.7% | +325.8% | -294.1% | -13.0% |
| 5Y | +12.1% | +524.7% | -512.7% | -33.3% |
| 10Y | +341.9% | +1,491.8% | -1,149.8% | +109.3% |
| All | +348.0% | +1,165.4% | -817.4% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling